code: def test_kalman_covariates(self):
      kf = KalmanFilter(dim_x=2)
  
      series = tg.sine_timeseries(length=30, value_frequency=0.1)
      covariates = -series.copy()
  
      kf.fit(series, covariates=covariates)
      prediction = kf.filter(series, covariates=covariates)
  
      assert prediction.width == 1
      assert prediction.n_samples == 1
  
imports: import numpy
  import pandas
  from nfoursid import kalman, state_space
  from sklearn.gaussian_process.kernels import RBF, ExpSineSquared
  from darts import TimeSeries
  from darts.metrics import rmse
  from darts.models.filtering.gaussian_process_filter import GaussianProcessFilter
  from darts.models.filtering.kalman_filter import KalmanFilter
  from darts.models.filtering.moving_average_filter import MovingAverageFilter
  from darts.utils import timeseries_generation
label_desc: Use image node_id 2 for calling the TestKalmanFilter obj's underlying member method code with example usage: obj.test_kalman_covariates() without return types